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~institution:"Federal Reserve Bank of St. Louis"
~subject:"Foreign exchange market"
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Foreign exchange market
Devisenmarkt
3
Exchange rate
2
Forecasting model
2
Prognoseverfahren
2
USA
2
United States
2
Wechselkurs
2
14.11.1986
1
ARCH model
1
ARCH-Modell
1
ARMA model
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ARMA-Modell
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Estimation
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Financial market
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Finanzmarkt
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Markov chain
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Markov-Kette
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Risiko
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Risk
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Schätzung
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Theorie
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Theory
1
Volatility
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Volatilität
1
markov switching
1
technical trading rule
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Neely, Christopher J.
2
Dueker, Michael
1
Stone, Courtenay C.
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Federal Reserve Bank of St. Louis
National Bureau of Economic Research
108
International Monetary Fund
12
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
7
Institut für Empirische Wirtschaftsforschung <Berlin>
7
Internationaler Währungsfonds
6
Federal Reserve Bank of New York
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Georgetown University / Economics Department
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Moskovskaja Mežbankovskaja Valjutnaja Birža
5
Banque de France
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Internationaler Währungsfonds / Research Department
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Bank für Internationalen Zahlungsausgleich
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British Association for the Advancement of Science
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Institut für Weltwirtschaft
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Universitetet i Oslo / Økonomisk institutt
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Universität Hannover / Wirtschaftswissenschaftliche Fakultät
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Banca d'Italia
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Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
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Bank für Internationalen Zahlungsausgleich / Markets Committee
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Centre for Economic Policy Research
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European University Institute / Department of Economics
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Europäische Zentralbank
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Federal Reserve System / Board of Governors
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Finansovyj Universitet
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Gestión Monetaria <Madrid>
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Goldman Sachs
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Group of Thirty
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Hongkong / Monetary Authority
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Institut für Höhere Studien
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Institut za Međunarodnu Politiku i Privredu <Belgrad>
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Instytut Badań nad Gospodarka̜ Rynkowa̜ <Danzig>
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Internationaler Währungsfonds / Fiscal Affairs Department
2
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
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Internationaler Währungsfonds / Treasurer's Department
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Nihon Ginkō
2
Springer Fachmedien Wiesbaden
2
Springer-Verlag GmbH
2
Zentrum für Europäische Wirtschaftsforschung
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African Centre for Monetary Studies <Dakar>
1
Alpari Limited <London>
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ECONIS (ZBW)
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
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2
Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
Saved in:
3
Financial risk : theory, evidence and implications ; proceedings of the 11th annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
Stone, Courtenay C.
(
contributor
)
-
1989
Persistent link: https://www.econbiz.de/10000769878
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